𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Adaptive Algorithm for Constrained Least-Squares Problems

✍ Scribed by Z.F. Li; M.R. Osborne; T. Prvan

Book ID
110344542
Publisher
Springer
Year
2002
Tongue
English
Weight
221 KB
Volume
114
Category
Article
ISSN
0022-3239

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Dykstra's algorithm for constrained leas
Dykstra's algorithm for constrained least-squares rectangular matrix problems
✍ R. Escalante; M. Raydan πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 404 KB

ln a recent paper, the authors applied Dykstra's alternating projection algorithm to solve constrained least-squares n x n matrix problems. We extend these results in two different directions. First, we make use of the singular value decomposition to solve now constrained leastsquares rectangular m

Dykstra's Algorithm for a Constrained Le
Dykstra's Algorithm for a Constrained Least-squares Matrix Problem
✍ RenΓ© Escalante; Marcos Raydan πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 577 KB

We apply Dykstra's alternating projection algorithm to the constrained least-squares matrix problem that arises naturally in statistics and mathematical economics. In particular, we are concerned with the problem of finding the closest symmetric positive definite bounded and patterned matrix, in the